Epstein Secrets

Principal Window Principal Writedown Total Collat Loss Total Liquidation EFTA_R1_00457474 EFTA01973324 Wtd Avg Mortgage Coupon 5.813% CPR Wtd Avg FICO Score 726 CDR Wtd Avg Ong Loan-to-Value 59.50% SEV HPI Adj LTV 64.07% Weighted Avg Loan Age 105 Owner Occupied 91.47 Top 1 Geo Concentration C

7474 EFTA01973324 Wtd Avg Mortgage Coupon 5.813% CPR Wtd Avg FICO Score 726 CDR Wtd Avg Ong Loan-to-Value 59.50% SEV HPI Adj LTV 64.07% Weighted Avg Loan Age 105 Owner Occupied 91.47 Top 1 Geo Concentration CA 33% Top 2 Geo Concentration NY 11% Top 3 Geo Concentration FL 7% Always Current (24 mos

.4pt"> 1.=5 Mortga=e Type Seasoned Prime 30yr Fix=/span> =OD SEV <=td> 19.62 =OA 33.78 =OD Wtd Avg Mortgage Coupon </=d> 5.713% =OA =OA Wtd Avg FICO Score =0A 734 =OA =OA Wtd Avg Orig Loan-to-Value =p class="MsoNormal" align="center" style="text-align:center">64.19% =OA HPI Adj LTV =OD 84.63% 4

734 =OA =OA Wtd Avg Orig Loan-to-Value =p class="MsoNormal" align="center" style="text-align:center">64.19% =OA HPI Adj LTV =OD 84.63% 4td> Weighted Avg Loan Age =OA 83 5 EFTA_R1_01717308 EFTA02557928 =OA Owner Occupied</=> =OD CA 41% =td width="48" nowrap="" valign="bottom" style="width:35.65pt;pad

EFTA_R1_01725355 EFTA02562934 Mortgage Type Mix Alt-A FRM and ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 4.110% CPR 0.10 4.44 3.95 Wtd Avg FICO Score 704 CDR 6.73 6.33 6.22 Wtd Avg Orig Loan-to-Value 70.45% SEV 34.97 52.01 6 EFTA_R1_01725356 EFTA02562935 39.23 HPI Adj LTV 88.14% W

e 704 CDR 6.73 6.33 6.22 Wtd Avg Orig Loan-to-Value 70.45% SEV 34.97 52.01 6 EFTA_R1_01725356 EFTA02562935 39.23 HPI Adj LTV 88.14% Weighted Avg Loan Age 93 Owner Occupied 67.87 Top 1 Geo Concentration CA 52% Top 2 Geo Concentration FL 11% Top 3 Geo Concentration VA 3% Always Current (24 mos)

ge Type Seasoned Prime 3Oyr Fix 5 EFTA_R1_01730429 EFTA02565760 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 5.655% CPR 27.23 31.87 27.45 Wtd Avg FICO Score 735 CDR 0.00 4.64 2.20 Wtd Avg Orig Loan•to•Value 54.81% SEV NA 30.01 30.01 HPI Adj LTV 56.15% Weighted Avg Loan Age 105 6 EFTA_R1_0

27.23 31.87 27.45 Wtd Avg FICO Score 735 CDR 0.00 4.64 2.20 Wtd Avg Orig Loan•to•Value 54.81% SEV NA 30.01 30.01 HPI Adj LTV 56.15% Weighted Avg Loan Age 105 6 EFTA_R1_01730430 EFTA02565761 Owner Occupied 96.17 Top 1 Geo Concentration CA 49% Top 2 Geo Concentration TX 7% Top 3 Geo Concentra

5 EFTA_R1_01730841 EFTA02565935 Mortgage Type Prime Vanilla ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 2.176% CPR 0.52 25.69 18.14 Wtd Avg FICO Score 723 COR 0.00 0.00 0.00 WW Avg Orig Loan-to-Value 59.56% SEV NA NA NA HPI Adj LTV 6 EFTA_R1_01730842 EFTA02565936 53.22% Weighted Av

FICO Score 723 COR 0.00 0.00 0.00 WW Avg Orig Loan-to-Value 59.56% SEV NA NA NA HPI Adj LTV 6 EFTA_R1_01730842 EFTA02565936 53.22% Weighted Avg Loan Age 125 Owner Occupied 87.86 Top 1 Geo Concentration FL 21% Top 2 Geo Concentration NY 10% Top 3 Geo Concentration GA 9% Always Current (24 mos)

5 EFTA_R1_01731681 EFTA02566470 Mortgage Type Alt-A Hybrid ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 3.169% CPR 9.36 10.04 8.97 Wtd Avg FICO Score 715 CDR 3.43 1.86 2.28 Wtd Avg Orig Loan-to-Value 67.20% SEV 37.02 43.01 6 EFTA_R1_01731682 EFTA02566471 36.28 HPI Adj LTV 68.75% W

e 715 CDR 3.43 1.86 2.28 Wtd Avg Orig Loan-to-Value 67.20% SEV 37.02 43.01 6 EFTA_R1_01731682 EFTA02566471 36.28 HPI Adj LTV 68.75% Weighted Avg Loan Age 107 Owner Occupied 69.07 Top 1 Geo Concentration CA 44% Top 2 Geo Concentration CO 10% Top 3 Geo Concentration FL 5% Always Current (24 mos

an Count 731 HISTORICAL PERFORMANCE Mortgage Type Alt-A Fix and ARM 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 3.986% CPR 6.55 6.22 5.58 Wtd Avg FICO Score 704 CDR 0.79 3.40 3.25 Wtd Avg Orig Loan-to-Value 6 EFTA_R1_01657301 EFTA02520488 70.56% 5EV 95.19 55.27 58.00 HPI Adj LTV 83.94% W

e 704 CDR 0.79 3.40 3.25 Wtd Avg Orig Loan-to-Value 6 EFTA_R1_01657301 EFTA02520488 70.56% 5EV 95.19 55.27 58.00 HPI Adj LTV 83.94% Weighted Avg Loan Age 101 Owner Occupied 68.21 Top 1 Geo Concentration CA 52% Top 2 Geo Concentration FL 10% Top 3 Geo Concentration VA 4% Always Current (24 mos

5 EFTA_R1_01390774 EFTA02378616 Mortgage Type Prime Hybrid ARMs 1 MOS 3 MOS 6 MOS Wtd Avg Mortgage Coupon 3.408% CPR 14.47 12.41 13.35 Wtd Avg FICO Score #N/A Field Not Applicable COR 0.00 1.03 1.15 Wtd Avg Orig Loan-to-Value 52.29% SEV #N/A N/A 78.95 55.O9 HPI Adj LTV 6 EFTA_R1_01390775

ble COR 0.00 1.03 1.15 Wtd Avg Orig Loan-to-Value 52.29% SEV #N/A N/A 78.95 55.O9 HPI Adj LTV 6 EFTA_R1_01390775 EFTA02378617 48.79% Weighted Avg Loan Age 115 Owner Occupied 91.13 Top 1 Geo Concentration CA 57% Top 2 Geo Concentration FL 8% Top 3 Geo Concentration GA 4% Always Current (24 mos)